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Integral equation methods

Xem 1-20 trên 46 kết quả Integral equation methods
  • This paper develops integral equation methods to the pricing problems of perpetual Bermudan options. By mathematical derivation, the optimal exercise boundary of perpetual Bermudan options can be determined by an integral-form nonlinear equation which can be solved by a root-finding algorithm. With the computational value of optimal exercise, the price of perpetual Bermudan options is written by a Fredholm integral equation.

    pdf14p nguyenminhlong19 21-04-2020 5 0   Download

  • The aim of the present paper is to consider solvability and solution of a system of dual integral equations involving Fourier transforms occurring in mixed boundary value problems for Laplace equation. The uniqueness and existence theorems are proved. A method for reducing system of dual equations to a system of Fredholm integral equations of second kind is also proposed.

    pdf6p doctorstrange1 21-06-2018 26 1   Download

  • In this paper, a computational method based on a hybrid of parabolic and block-pulse functions is proposed to solve a system of linear and special nonlinear Fredholm integral equations of the second kind. The convergence and error bound are analyzed. Numerical examples are given to illustrate the efficiency of the method.

    pdf10p danhdanh27 07-01-2019 14 0   Download

  • The problem of nonuniqueness (NU) of the solution of exterior acoustic problems via boundary integral equations is discussed in this article. The efficient implementation of the CHIEF (Combined Helmholtz Integral Equations Formulation) method to axisymmetric problems is studied. Interior axial fields are used to indicate the solution error and to select proper CHIEF points. The procedure makes full use of LU-decomposition as well as the forward solution derived in the solution. Implementations of the procedure for hard spheres are presented.

    pdf6p kethamoi1 20-11-2019 1 0   Download

  • In this paper, we study an improvement of the homotopy analysis method to find approximate solutions of nonlinear Fredholm integral equations of the second kind, which are of ulmost importance in applied and engineering.

    pdf5p viwisconsin2711 22-01-2021 22 0   Download

  • Document "The Mathematical Theory of Maxwell’s Equations" give you the knowledge: The Variational Expansion into Wave Functions, Scattering From a Perfect Conductor, Approach to the Cavity Problem, Boundary Integral Equation Methods for Lipschitz Domains,...

    pdf297p nguyenhoang01 17-03-2016 52 5   Download

  • (bq) part 2 book "fundamental numerical methods and data analys" has contents: numerical solution of differential and integral equations; least squares, fourier analysis, and related approximation norms; probability theory and statistics; sampling distributions of moments, statistical tests, and procedures.

    pdf148p bautroibinhyen20 06-03-2017 27 3   Download

  • part 2 book “mathematical methods for physics and engineering” has contents: integral equations, complex variables, numerical methods, group theory, representation theory, quantum operators, applications of complex variables, calculus of variations,… and other contents.

    pdf780p tieu_vu13 06-08-2018 31 0   Download

  • part 2 book “student solutions manual for mathematical methods for physics and engineering” has contents: series solutions of odes, special functions, quantum operators, calculus of variations, integral equations, complex variables, group theory, numerical methods, representation theory,… and other contents.

    pdf266p tieu_vu13 06-08-2018 29 0   Download

  • This material is taught in the BSc. Mathematics degree programme at the Manchester Metropolitan University, UK. The Finite Volume Method (FVM) is taught after the Finite Difference Method (FDM) where important concepts such as convergence, consistency and stability are presented. The FDM material is contained in the online textbook, ‘Introductory Finite Difference Methods for PDEs’ which is free to download from:

    pdf82p sn_buon 29-11-2012 53 5   Download

  • (bq) part 2 book "advanced engineering electromagnetics" has contents: circular cross section waveguides and cavities, spherical transmission lines and cavities, scattering, integral equations and the moment method, geometrical theory of diffraction, diffraction by wedge with impedance surfaces,...and other contents.

    pdf542p bautroibinhyen20 06-03-2017 32 4   Download

  • The three texts in this one cover, entitled ‘The series solution of second order, ordinary differential equations and special functions’ (Part I), ‘An introduction to Sturm-Liouville theory’ (Part II) and ‘Integral transforms’ (Part III), are three of the ‘Notebook’ series available as additional and background reading to students at Newcastle University (UK).

    pdf181p sn_buon 29-11-2012 70 3   Download

  • Tuyển tập báo cáo các nghiên cứu khoa học quốc tế ngành hóa học dành cho các bạn yêu hóa học tham khảo đề tài: Review Article T -Stability Approach to Variational Iteration Method for Solving Integral Equations

    pdf9p sting08 18-02-2012 30 2   Download

  • We consider an inverse problem for determining an inhomogeneity in a viscoelastic body of the Zener type, using Cauchy boundary data, under cyclic loads at low frequency. We show that the inverse problem reduces to the one for the Helmholtz equation and to the same nonlinear Calderon equation given for the harmonic case. A method of solution is proposed which consists in two steps : solution of a source inverse problem, then solution of a linear Volterra integral equation.

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  • This procedure can be repeated as with Romberg integration. The general consensus is that the best of the higher order methods is the block-by-block method (see [1]). Another important topic is the use of variable stepsize methods

    pdf8p babyuni 17-08-2010 59 3   Download

  • These two texts in this one cover, entitled ‘An introduction to the standard methods of elementary integration’ (Part I) and ‘The integration of ordinary differential equations’ (Part II), are two of the ‘Notebook’ series available as additional and background reading to students at Newcastle University (UK). This pair constitutes a basic introduction to both the elementary methods of integration, and also the application of some of these techniques to the solution of standard ordinary differential equations.

    pdf122p sn_buon 29-11-2012 47 3   Download

  • Setting Equation (6) equal to zero and solving for P also provides the level of population at the turning point as referred to above. Our results therefore clearly suggest that the marginal impact of population on sulfur dioxide emissions is an increasing function of the level of population i.e., the greater the level of population, the greater the envi- ronmental impact of each additional unit of population. As a next step, column III reports results from the model that examines the role played by the age structure of the population.

    pdf18p tainhacmienphi 19-02-2013 30 3   Download

  • This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning graduate students and researchers from applied disciplines, it is both a course book and a rich resource for individual readers. Subjects covered include Brownian motion, stochastic calculus, stochastic differential equations, Markov processes, weak convergence of processes, and semigroup theory.

    pdf408p bachduong1311 10-12-2012 38 1   Download

  • On the base of the integral representation of displacement functions through Green's functions the author has proposed a numerical method for solving the differential equations of the problem. These equations were solved approximately after producing them into linear algebraic equations by finite difference technique.

    pdf6p bautroibinhyen211 28-10-2018 18 0   Download

  • In this paper, Taguchi method and super ranking concept are integrated together to present an efficient optimization technique for simultaneous optimization of three NTM processes, i.e. electro-discharge machining process, wire electro-discharge machining process and electro-chemical discharge drilling process. The derived results are validated with the help of developed regression equations, which show that the proposed approach outperforms the other popular multi-response optimization techniques.

    pdf23p danhnguyentuongvi27 19-12-2018 15 0   Download

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